UPR = Upside potential ratio / Martin Ratio (Google is your friend), assuming a MAR of 10%
CAGR = Compound Annual Growth Rate, the yearly return if the total return was evenly spread out every year across the backtest.
GSD = Geometric Standard Deviation. Variability of returns. This number mostly makes sense compared to something else, like the index returns or similar. With a decent CAGR, you want this number as small as possible.
U/D = Ups/downs ratio. How many picks end up making money (in percent)?
Turnover = How many stocks are swapped out on average every rebalancing period (in percent)?
Cycl = Cycles, how many weeks/months or whatever was there in the backtest.
CA/GS = CAGR/GSD = Sharpe
CA/GS = CAGR/GSD = Sharpe assuming a 0% risk free rate
UPR = Upside potential ratio / Martin Ratio (Google is your friend), assuming a MAR of 10%
CAGR = Compound Annual Growth Rate, the yearly return if the total return was evenly spread out every year across the backtest.
GSD = Geometric Standard Deviation. Variability of returns. This number mostly makes sense compared to something else, like the index returns or similar. With a decent CAGR, you want this number as small as possible.
U/D = Ups/downs ratio. How many picks end up making money (in percent)?
Turnover = How many stocks are swapped out on average every rebalancing period (in percent)?
Cycl = Cycles, how many weeks/months or whatever was there in the backtest.
Keelix